WorldCat Identities

Föllmer, Hans

Overview
Works: 69 works in 155 publications in 3 languages and 1,352 library holdings
Genres: Conference papers and proceedings 
Roles: Author, Editor
Classifications: HG176.5, 332.01519232
Publication Timeline
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Most widely held works by Hans Föllmer
Stochastic finance : an introduction in discrete time by Hans Fllmer( Book )

38 editions published between 2002 and 2011 in English and held by 599 WorldCat member libraries worldwide

An introduction to financial mathematics for mathematicians. In contrast to many textbooks on mathematical finance, only discrete-time stochastic models are considered. As such, the text can concentrate from the beginning on typical problems which are suggested by financial applications
Stochastic processes and related topics( Book )

5 editions published in 1996 in English and held by 64 WorldCat member libraries worldwide

Chemistry and mathematics: two scientific languages of the 21st century : Leopoldina-Symposium [Göttingen, October 11 to 13, 2001] by Leopoldina-Symposium( Book )

8 editions published in 2003 in English and held by 52 WorldCat member libraries worldwide

École d'Été de Probabilités de Saint-Flour XV-XVII, 1985-87( )

1 edition published in 1988 in English and held by 29 WorldCat member libraries worldwide

Feine Topologie am Martinrand eines Standardprozesses by Hans Fllmer( )

4 editions published in 1968 in German and held by 25 WorldCat member libraries worldwide

Ecole d'été de probabilités de Saint-Flour XV-XVII, 1985-87 by Ecole d'Eté de Probabilités( Book )

5 editions published in 1988 in English and French and held by 17 WorldCat member libraries worldwide

This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987
Berträge zur Theorie der stochastischen Prozesse by Hans Fllmer( Book )

4 editions published in 1972 in German and held by 9 WorldCat member libraries worldwide

On Schrödinger processes in infinite dimensions by Hans Fllmer( Book )

3 editions published in 1995 in English and held by 8 WorldCat member libraries worldwide

A microeconomic approach to diffusion models for stock prices by Hans Fllmer( Book )

3 editions published in 1992 in English and German and held by 6 WorldCat member libraries worldwide

Stock price fluctuation as a diffusion in a random environment by Hans Fllmer( Book )

3 editions published in 1993 in English and German and held by 6 WorldCat member libraries worldwide

On Itô's formula for multidimensional Brownian motion by Hans Fllmer( Book )

2 editions published in 2001 in English and held by 5 WorldCat member libraries worldwide

Convex measures of risk and trading constraints by Hans Fllmer( Book )

2 editions published in 2001 in English and held by 5 WorldCat member libraries worldwide

Efficient hedging cost versus shortfall risk by Hans Fllmer( Book )

2 editions published in 1999 in English and held by 5 WorldCat member libraries worldwide

Probabilistic aspects of options by Hans Fllmer( Book )

3 editions published in 1991 in German and English and held by 4 WorldCat member libraries worldwide

Mass und Integral. Vorlesung by Konrad Jacobs( Book )

1 edition published in 1966 in German and held by 4 WorldCat member libraries worldwide

Quantile hedging by Hans Fllmer( Book )

3 editions published in 1998 in English and held by 4 WorldCat member libraries worldwide

In a complete financial market every contingent claim can be hedged perfectly. In an incomplete market it is possible to stay on the safe side by superhedging. But such strategies may require a large amount of initial capital. Here we study the question what an investor can do who is unwilling to spend that much, and who is ready to use a hedging strategy which succeeds with high probability. -- Hedging ; superhedging ; Neyman Pearson lemma ; stochastic volatility ; value at risk
Probabilistic aspects of financial risk by Hans Fllmer( Book )

2 editions published in 2000 in English and held by 4 WorldCat member libraries worldwide

The financial crisis and the systemic failure of academic economics( )

2 editions published in 2009 in English and held by 4 WorldCat member libraries worldwide

The economics profession appears to have been unaware of the long build-up to the current worldwide financial crisis and to have significantly underestimated its dimensions once it started to unfold. In our view, this lack of understanding is due to a misallocation of research efforts in economics. We trace the deeper roots of this failure to the profession's insistence on constructing models that, by design, disregard the key elements driving outcomes in real-world markets. The economics profession has failed in communicating the limitations, weaknesses, and even dangers of its preferred models to the public. This state of affairs makes clear the need for a major reorientation of focus in the research economists undertake, as well as for the establishment of an ethical code that would ask economists to understand and communicate the limitations and potential misuses of their models. -- Financial crisis ; academic moral hazard ; ethic responsibility of researchers
Hedging of non-redundant contingent claims by Hans Fllmer( Book )

3 editions published between 1985 and 1987 in English and German and held by 4 WorldCat member libraries worldwide

Convergence of locally and globally interacting Markov chains by Hans Fllmer( Book )

2 editions published in 2001 in English and held by 4 WorldCat member libraries worldwide

 
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Audience Level
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  Kids General Special  
Audience level: 0.54 (from 0.40 for Stochastic ... to 0.97 for The financ ...)

Stochastic finance : an introduction in discrete time
Alternative Names
Fllmer, H.

Fllmer, H. 1941-

Fllmer, H. (Hans)

Fllmer, Hanns 1941-

Follmer, Hans

Hans Fllmer deutscher Statistiker und Finanzmathematiker

Hans Fllmer Duits wiskundige

Hans Fllmer German mathematician

Hans Fllmer tysk matematikar

Hans Fllmer tysk matematiker

Languages
English (81)

German (14)

French (1)

Covers
Ecole d'été de probabilités de Saint-Flour XV-XVII, 1985-87